Some properties of convex \(g\)-expectations (Q2992149)
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scientific article; zbMATH DE number 6611035
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| English | Some properties of convex \(g\)-expectations |
scientific article; zbMATH DE number 6611035 |
Statements
10 August 2016
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backward stochastic differential equation
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convex \(g\)-expectation
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sandwich theorem
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minimal member
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0.8842547535896301
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0.8623830676078796
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0.850033700466156
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0.8468338251113892
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0.8313044905662537
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